POLYMARKET · PREDICTION MARKET · SWEDEN VS. TUNISIA - EXACT SCORE

Exact Score: Sweden 2 - 0 Tunisia?

YES · live
0.5¢
NO · live
99.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-swe-tun-2026-06-14-exact-score-2-0 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1021.09%
max drawdown
97.14%
sharpe
—
ulcer index
12.07%
RMS drawdown
pain index
5.13%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
10.91%
cond. drawdown
gain/pain
0.39
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.39
upside/downside
roll spread
36.1 bps
implied (price-only)
bars used
510
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-swe-tun-2026-06-14-exact-score-2-0/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH28ms⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
0.5¢
NO · live
99.5¢
YES price · live 24h
n=25 · μ=0.1068 · σ=0.0227 · range [0.0005, 0.1200] · R²=0.046▼ FALLING -99.52%σ EXTREME 21.27%LAST 0.00050.12000.09010.06020.03040.0005μ = 0.1068max 0.1200min 0.0005dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.5%NO 99.5%NO99.5%99.50¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.045 / 1.00 bits (5%) · informative — one side favoured
YES
0.5%0.5¢200.00×▬ +0.00pp
NO
99.5%99.5¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,445 · μ=60.2 · σ=211.6 · CV=3.51BURSTY · concentratedcumulative energy ↗ · 50% by h=2402615237841,045μ = 601,04550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1445bp moved · peak 1045bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
28ms
▲YES mid
0.50¢ (0.50%)
▼NO mid
99.50¢ (99.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$206.4k
≋liquidity $
$30.5k
◳history points
25 ticks (live)

§1 · 24h price history (YES + NO tokens)

YES price · CLOB mid
n=25 · μ=0.1068 · σ=0.0227 · range [0.0005, 0.1200] · R²=0.046▼ FALLING -99.52%σ EXTREME 21.27%LAST 0.00050.12000.09010.06020.03040.0005μ = 0.1068max 0.1200min 0.0005dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.8932 · σ=0.0227 · range [0.8800, 0.9995] · R²=0.046▲ RISING +11.68%σ NORMAL 2.54%LAST 0.99950.99950.96960.93980.90990.8800μ = 0.8932max 0.9995min 0.8800dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0050 · σ=0.0197 · skew=-4.50 (left-skewed) · kurt=18.51 (leptokurtic (fat tails))221711601-9.90ppbin -9.90pp · n=1 · 4.5% peakbin -9.90pp · n=1 · 4.5% peak-8.81pp-7.71pp-6.62pp-5.52pp-4.43pp-3.33pp-2.24pp1-1.14ppbin -1.14pp · n=1 · 4.5% peakbin -1.14pp · n=1 · 4.5% peak22-0.05ppbin -0.05pp · n=22 · 100.0% peakbin -0.05pp · n=22 · 100.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=-4.42 · kurt=18.03 · near 6 / mid 11 / far 7 · OLS slope=0.56 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.70σΔ=-1.59σsample ↓marginal: sample bars + theoretical N(0,1) curve →theoretical Φ⁻¹(p) →↑ sample z-quantile|Δ| < 0.3σ · on the line|Δ| < 1σ · moderate|Δ| ≥ 1σ · outliery = x refOLS fit
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.

§3 · Sample moments

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25LEPTOKURTIC · FAT TAILS (G₂=16.20)
μ MEAN10.68¢95% CI: [9.79¢, 11.57¢]
σ STD DEV2.27ppσ² = 5.161 · CV = 21.27%
med MEDIAN11.00¢Q₁ 10.50¢ · Q₃ 11.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 11.95pp · IQR 1.00pp (1.349σ→3.06pp)
min 0.05¢Q₁ 10.50¢med 11.00¢Q₃ 11.50¢max 12.00¢μ
SKEWNESS · G₁-4.063left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂16.204leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.14
σ × 1.349 ↔ IQRdiverges from normalratio = 3.06
range ↔ σwide tails (range > 4σ)range / σ = 5.26
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.

§5 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ADF rejects unit root
ρ(1) AUTOCORR-0.006within white-noise band
ρ(2) AUTOCORR+0.099lag-2 not significant
H · HURST EXPONENT1.018strongly persistent
OLS TREND · t-STAT-1.057fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.018
H = 1.018STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1-0.006k=2+0.099k=3-0.004k=4+0.050k=5-0.0540+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=1.06)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.06)α=0.05 critical |t|=1.96 · α=0.01 |t|=2.58
ρ(k) = lag-k sample autocorrelation · H = R/S Hurst exponent · t = OLS-trend t-statistic. Significance bands at ±2/√n approximate the 95% white-noise envelope. α=0.05 critical |t|=1.96; α=0.01 |t|=2.58.

§6 · Microstructure

Market quality · two-sided pricing · activity
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
MARKET ID2322475
SLUGfifwc-swe-tun-2026-06-14-exact-score-2-0
CATEGORYSweden vs. Tunisia - Exact Score
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.50¢implied prob 0.50% · decimal odds 200.00×
COUNTER · NO99.50¢implied prob 99.50% · decimal odds 1.01×
0.50¢
99.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME206.38k USD 24h
LIQUIDITY30.53k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.990 · entropy 0.045 bits
LIQUIDITY DEPTHDEEP100k+ deep · 10k+ active · 1k+ modest · 100+ thin
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.

§7 · Position sizing & edge analysis

Probability split · YES vs NO · Kelly · entropy · arbitrage
FAIR MARKET · no edge
YES 0.5%NO 99.5%YES p̂0.5%H = 0.045 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES200.00×(1¢)NO1.01×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.045 bits (5% of max) · informative — one side strongly favoured
0 (certain)0.250.50.751.00 (max)
Σ-sides = 100.00% · |1 − Σ| = 0.00pp · tight cross-venue rounding
K* full = (b·p − q)/b · ½K and ¼K are conservative fractions of the full-Kelly bet. Entropy in bits — log₂(2)=1 is maximum uncertainty for a binary market.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 0.50% · worst -10.45% · typical |Δ| 0.60%BEARISH SESSION -10.45%BEST+0.50%5hWORST-10.45%24hTYPICAL |Δ|0.60%mean absoluteCUMULATIVE-10.45%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ +0.06% · Σ +0.50%US · 16-24 UTCμ -0.13% · Σ -1.00%CUMULATIVE Δ PATH · final -10.45%+1.50%-10.45%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.50% · 5h0.50% · 5h0.50%5h★ BEST0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.50% · 12h0.50% · 12h0.50%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.50% · 16h0.50% · 16h0.50%16h0.00% · 17h0.00% · 17h·17h-0.50% · 18h-0.50% · 18h-0.50%18h0.50% · 19h0.50% · 19h0.50%19h-0.50% · 20h-0.50% · 20h-0.50%20h0.00% · 21h0.00% · 21h·21h-1.00% · 22h-1.00% · 22h-1.00%22h0.00% · 23h0.00% · 23h·23h-10.45% · 24h-10.45% · 24h-10.45%24h▼ WORSTTIME PATTERNUS-led (+-1.00%)RUNSup max 1 · down max 1BREADTH17% up · 17% down · 67% flat
4 up bars · 4 down · best 0.50% · worst -10.45% · typical |Δ| 0.602%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -10.46%FINAL-10.46%MAX DD-11.79%RECOVERYONGOING · 7 barsMAX RUN-UP+1.51%UNDERWATER7/25 (28%)STREAK↘ 1EQUITY CURVE · end 0.8954 · peak 1.0151 · range [0.8954, 1.0151]1.01510.8954break-even = 1★ PEAK 1.0151UNDERWATER DRAWDOWN · max -11.79% · significant0%-11.79%▼ TROUGH -11.79%TOP DRAWDOWN PERIODS · 1 total#1 -11.79%bar 19-25 · 7 bars · ONGOINGDD SEVERITYsignificant (max -11.79%)RECOVERYongoing · 7 barsTIME UNDER WATER28% of session · 7/25 bars
final equity 0.8954 (-10.46%) · max DD -11.79% · time-under-water 7/25 bars

§11 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −3 (63% positive) · μ=18.62 · σ=33.38MIXED EDGELAST -42.37 (-1.83σ vs μ)60.4230.210.00-30.21-60.42μ = 18.6238.2138.2138.2138.2138.2138.2138.2138.2138.2138.210.000.0038.2138.2138.2138.2138.2138.2138.2138.2160.4260.4260.4260.420.000.0020.7220.720.000.000.000.00-44.62-44.62-44.62-44.62-42.37-42.37v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -42.370 · range [-44.62, 60.42] · μ 18.623 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=45.3436 · σ=85.4713 · range [0.0000, 394.5489] · R²=0.243▲ RISING +1965.16%σ EXTREME 188.50%LAST 394.5489394.5489295.9117197.274598.63720.0000μ = 45.3436max 394.5489min 0.0000dataMA(3)OLS R²=0.24μ lineμ ± σ bandmaxmin
latest 394.55% · range [0.00%, 394.55%] · μ 45.34% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −17 (0% positive) · μ=-0.258 · σ=0.180MEAN-REVERSIONLAST -0.076 (+1.01σ vs μ)0.5910.2950.000-0.295-0.591μ = -0.258-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.0330.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.333-0.333-0.333-0.3330.0000.000-0.363-0.363-0.500-0.500-0.500-0.500-0.500-0.500-0.591-0.591-0.076-0.076v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.076 · |ρ| > 0.3 ⇒ regime with persistence (ρ > 0) or reversal (ρ < 0) · |ρ| ≤ 0.1 = consistent with random walk

§12 · Hypothesis tests (α = 0.05)

Formal inference at 5% significance
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
606.2011
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
0.4510
p-VALUE (log scale)
0.9919
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
0.9882
p-VALUE (log scale)
0.9990
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
-0.7638
p-VALUE (log scale)
0.4450
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2045
p-VALUE (log scale)
0.3490
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.8124
p-VALUE (log scale)
0.0699
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.449 ≈ 1 (RW behaviour)
Each row states an explicit null H₀, the test statistic, an approximated p-value, and the decision. REJECT means evidence against H₀. KPSS complements ADF (rejecting both ⇒ ambiguous; rejecting one ⇒ clean verdict).

§13 · Spectral analysis (DFT periodogram)

Power spectrum of Δp · ‖X̂(k)‖²/n
n=12 bins · noise floor μ=4.73e-4 · top T=2.18h (11.7%) · top-3 cover 33.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)6.6e-45.0e-43.3e-41.7e-40.0e+0μ noise floorperiod 24.0 · power 6.10e-4 · 10.7% energyperiod 24.0 · power 6.10e-4 · 10.7% energyperiod 12.0 · power 5.00e-4 · 8.8% energyperiod 12.0 · power 5.00e-4 · 8.8% energyperiod 8.0 · power 4.74e-4 · 8.3% energyperiod 8.0 · power 4.74e-4 · 8.3% energyperiod 6.0 · power 3.72e-4 · 6.6% energyperiod 6.0 · power 3.72e-4 · 6.6% energyperiod 4.8 · power 3.90e-4 · 6.9% energyperiod 4.8 · power 3.90e-4 · 6.9% energyperiod 4.0 · power 2.98e-4 · 5.2% energyperiod 4.0 · power 2.98e-4 · 5.2% energyperiod 3.4 · power 5.60e-4 · 9.9% energyperiod 3.4 · power 5.60e-4 · 9.9% energyperiod 3.0 · power 4.55e-4 · 8.0% energyperiod 3.0 · power 4.55e-4 · 8.0% energyperiod 2.7 · power 3.57e-4 · 6.3% energyperiod 2.7 · power 3.57e-4 · 6.3% energyperiod 2.4 · power 3.56e-4 · 6.3% energyperiod 2.4 · power 3.56e-4 · 6.3% energyperiod 2.2 · power 6.63e-4 · 11.7% energyperiod 2.2 · power 6.63e-4 · 11.7% energyperiod 2.0 · power 6.46e-4 · 11.4% energyperiod 2.0 · power 6.46e-4 · 11.4% energy50% by T=3.4h#1 dominantT=2.18h#2T=2.00h#3T=24.00hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← shorter cycle (high freq · Nyquist=½) · period T (bars per cycle) · longer cycle (low freq · 1/n) →#1 dominant#2 peak#3 peak> 2× noisenoiseμ floor2μ sig.cum energy
dominant period ≈ 2.18h (freq 0.458) · concentrates 11.7% of total energy · Σ|X̂|²/n = 5.681e-3

▸ Depth section using sovereign-store price series (510 bars · effective 1753492 bars/year) — annualisation reflects native polling cadence, not upstream timeframes.

§14 · Honest position analytics

A binary-market analytics module framed in horizon time (days to resolution, not annualised). Estimators that need a model probability q as a first-class input (Kelly, KL divergence, Bayesian posterior, Mark-to-Market MC) only render when q is provided externally. Sweep an exploratory q at the interactive simulator →

§15 · Horizon returns

Returns · per bar / per day / per horizon
Horizon 0.3 d · σ/bar 0.771pp · expected |Δp| over horizon 1.89ppterminal variance p(1−p) = 0.0050 · n = 510✓ n = 510
μ per bar
-0.022pp
average Δp · drift
σ per bar
0.771pp
one-bar volatility · logit-free
Per-day movedaily
3.78pp
σ × √24
Per-horizon move0d
1.89pp
σ × √6
Terminal variancebinary
0.0050
p(1−p) at resolution
Current pricep
0.5¢
latest snapshot
Note: annualised Sharpe/Sortino are omitted — they are not meaningful for a bounded fixed-horizon binary contract that snaps to {0, 1} at resolution.
Annualised metrics are intentionally omitted — they don't apply to bounded probability series that resolve at a fixed date.

§16 · Tail risk

VaR · ES · max drawdown
VaR₉₅ 1.29pp · ES₉₅ 1.61pp · method parametric · drift-correcteddrift -0.022pp/bar · quantised: yes · median step 2.00pp · unique ratio 0.01✓ n = 510
VaR 95%
1.29pp
1.645·σ (parametric) of Δp
ES 95%
1.61pp
mean of the tail
Max drawdown
97.1pp
peak 17.5¢ → trough 0.5¢
Median step
2.00pp
price bucket granularity
Price series is bucketed (cent grid). Empirical quantiles collapse to grid points — parametric N(0, σ²) used instead.
Empirical quantiles unless the price series is bucketed (PM cent grid), in which case parametric N(0, σ²) is used to avoid grid collapse.

§17 · Odds conversion

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
0.5%
= price
Decimal oddsEU
200.000
total return per $1
AmericanUS
+19900
$100 wins $19900
FractionalUK
199.00 / 1
profit per $1 risked
Profit per $100stake
+$19900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.5%implied probability (%)American odds
underdog (+)favorite (-)your price
Price → implied probability → decimal odds → American moneyline → fractional. Five views of the same number, plus the moneyline curve.

§18 · Binary entropy

Binary entropy · uncertainty as bits of information
Market entropyH(p)
0.045 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.045 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.64 bit
self-information
Surprise · NO−log₂(1−p)
0.01 bit
self-information
0.000.260.530.791.050.00.20.40.60.81.0marketmodelprobabilityH (bits)
Market entropy only — model entropy requires an external q.

§19 · Model-dependent surfaces

§ Edge / Kelly / KL · no model probability provided

External model required

The position-economics, Kelly, KL-divergence, Bayesian and Monte-Carlo surfaces require a model probability q as input — a number independent of the market price p.

The previous build defaulted q to a tape-momentum heuristic derived from p; that produces apparent edge that is structurally guaranteed to be small and is not a useful skill signal. The auto-derived path has been removed.

To explore these surfaces with a hypothetical q, open the interactive simulator and drag the MODEL P(YES) slider. To wire a real model, POST to the NOSTRADAMUS hook (TBD) or pass ?q=… on the simulator URL.

§∞ · Provenance & attestation

Upstream (snapshot)
gamma-api.polymarket.com
Upstream (history)
clob.polymarket.com
YES token ID
69126449632755964083982680203516437156088695105618124273583482406233902424057
NO token ID
36304491452352662812604872750818779119489117584206511468039547601757681884264
Snapshot fetched
2026-06-15 02:59:15 UTC
Snapshot age
28ms
History points
25 CLOB mids
Page rendered
2026-06-15 02:59:15 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
61e284bb4acc79d04c6fa71841725e7865e211c92e420dec6a65fe2135b93771 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Sweden vs. Tunisia - Exact Score

Market depth

▸ live order book · Polymarket YES
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$0
bid $0 · ask $0
Depth within 10bp
$0
bid $0 · ask $0
Depth within 50bp
$0
bid $0 · ask $0
Mid price
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
ask-heavy top-of-book

Slippage scenarios

▸ live book walk · Polymarket YES

Simulating a market order at three notionals against the live book. Slippage = avg execution price vs. mid, in basis points. Worst fill = price of the deepest level touched. Live JSON: /api/asset/pm-fifwc-swe-tun-2026-06-14-exact-score-2-0/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 510 barsperiods/year ≈ 1.75M
Realized vol (annualised)
20932.86%
σ per bar = 0.158080
Mean return (annualised)
-1080169.90%
μ per bar = -0.006160
Sharpe (rf=0)
-51.60
annualised; risk-free assumed zero
Max drawdown
97.14%
peak 0.17 → trough 0.01 over 50 bars

/api/asset/pm-fifwc-swe-tun-2026-06-14-exact-score-2-0/risk · same metrics, JSON